Quantitative Researcher – Systematic Trading | Leading Hedge Fund | London

Anson McCade; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading hedge fund in London is seeking an experienced Quantitative Researcher for its Systematic Trading team. The role focuses on developing innovative trading strategies through analysis of complex datasets. Candidates should have a PhD or Master's degree and strong programming skills, particularly in Python, C++, or Java, and proven experience in quantitative research.

Benefits

Highly competitive compensation package

Performance-based bonuses

Access to state-of-the-art technology

Proprietary tools and vast datasets

World-class team environment

Qualifications

• Advanced academic degree in a quantitative discipline.
• Strong programming skills in Python, C++, or Java.
• Proven experience in quantitative research or systematic trading.

Responsibilities

• Analyse vast datasets using advanced statistical methods.
• Research and develop quantitative trading strategies.
• Monitor and improve existing strategies.

Skills

Python

C++

Java

Statistical Methods

Education

PhD or Master's in Mathematics, Physics, Computer Science, or Engineering

Job description

Quantitative Researcher – Systematic Trading | Leading Hedge Fund | London

My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team.

This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies.

Key Responsibilities

Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights.

Research, develop, and implement cutting-edge quantitative trading strategies.

Continuously monitor and improve the performance of existing strategies.

Develop a deep understanding of global market structures and microstructure dynamics.

Requirements

Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering.

Strong programming skills in at least one core language – Python, C++, or Java.

Proven experience in quantitative research or systematic trading environments.

Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment.

What’s on Offer

Highly competitive compensation package with performance-based bonuses.

Access to state-of-the-art technology, proprietary tools, and vast datasets.

A world-class team environment that encourages innovation, ownership, and growth.

Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cyber...

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